Option pricing when changes of the underlying asset prices are restricted
Year of publication: |
2011
|
---|---|
Authors: | Jiang, George J. ; Pan, Guanzhong ; Shi, Lei |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 1.2011, 2, p. 28-33
|
Subject: | CAPM | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
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